On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications

On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications

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Article ID: iaor20164512
Volume: 41
Issue: 4
Start Page Number: 1535
End Page Number: 1556
Publication Date: Nov 2016
Journal: Mathematics of Operations Research
Authors: ,
Keywords: graphs, heuristics
Abstract:

The paper concerns the computation of the graphical derivative and the regular (Fréchet) coderivative of the normal‐cone mapping related to C 2 inequality constraints under very weak qualification conditions. This enables us to provide the graphical derivative and the regular coderivative of the solution map to a class of parameterized generalized equations with the constraint set of the investigated type. On the basis of these results, we finally obtain a characterization of the isolated calmness property of the mentioned solution map and derive strong stationarity conditions for an MPEC with control constraints.

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